What type of phenomena people experience? Just feelings of being watched and feeling disorientated, abnormal bodily sensations or something more akin to what could be considered a genuine mystical state?
I know in the paranormal circles it's pretty widely thought that there are people who are especially sensitive to electromagnetic fields like you'd have if you had faulty wiring or HEPA filters installed and that those fields can produce feelings that can be interpreted as a spirit....feelings of being watched, followed, nausea, feelings of oppression... but also that paradoxically it's thought that high fields can also intensify spirit activity. That's the general view in those circles.
Now if you were to take the spiritualist tradition's POV seriously and consider hypothetically that there was a spirit realm. Some prominent occultists like Dion Fortune speak of there being a veil figuratively speaking between these worlds and if you peak on the other side whatever is on that side peaks back at you...so that's surely something to consider too beforehand, just in case.
...Of course you can choose to take that as just superstition and see it as brain stimulation.
That is a really good documentary. I've seen it too and it was informative, interesting, tasteful and respectful.